Acorn Global Investments Inc. : Acorn Diversified Trust
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definitions page
Year-to-Date
2.42%
Jan -2.42%
|
Min. Investment |
$ 10k |
Inception |
Jul 2009 |
Assets |
$ 25.0M |
|
Mgmt Fee |
2.00% |
Sharpe (RFR=1%)
|
-0.03 |
Worst DD |
-12.22
|
|
Perf Fee |
20.00% |
CAROR |
-0.17% |
S&P Correlation |
-0.19 |
Performance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2012 | -2.42 | | | | | | | | | | | | -2.42 | -2.42 |
| 2011 | -2.18 | 2.57 | -1.81 | 6.17 | -3.02 | -7.01 | 4.15 | 3.16 | -0.56 | -5.80 | 0.63 | -1.51 | -5.91 | -10.05 |
| 2010 | -3.72 | -0.70 | 2.65 | -2.82 | 2.34 | 2.02 | -1.25 | 5.84 | 2.93 | 2.74 | -2.45 | 7.41 | 15.32 | -4.63 |
| 2009 | | | | | | | -4.32 | 2.89 | 1.00 | -2.08 | -5.50 | 2.21 | -5.96 | -7.99 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS
IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.
Strategy Description
Summary
The objective of the Acorn Diversified Trust is to deliver annualized double digit returns over a three to five year period and a diversification benefit that provides low correlation to traditional equity, bond and real estate investments. Acorn applies systematic, adaptable and proven strategies to a diversified portfolio of highly liquid, exchange traded global derivatives, equities, bonds, FX and ETFs. Market exposure is continuously monitored and dynamically adjusted using Acorn's systematic risk management process. The Manager also has the ability to discretionarily reduce market and/or portfolio risk. The portfolio manager, Jason Russell managed the BTR Global Macro Fund at Salida Capital where the fund compounded at 18.69% net of fees from July 2005 - November 2008. Visit www.acorn.ca for further details.
